Traffic Generated by a Semi-markov Additive Process
نویسنده
چکیده
We consider a semi-Markov additive process A(·), i.e., a Markov additive process for which the sojourn times in the various states have general (rather than exponential) distributions. Letting the Lévy processesXi(·), which describe the evolution ofA(·) while the background process is in state i, be increasing, it is shown how double transforms of the type ∫∞ 0 e −qt E[e−αA(t)]dt can be computed. It turns out that these follow, for given α ≥ 0 and q > 0, from a system of linear equations, which has a unique positive solution. Several extensions are considered as well.
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تاریخ انتشار 2009